0.35Open0.38Pre Close2.50K Volume2.07K Open Interest9.50Strike Price77.71KTurnover237.99%IV12.35%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.4739Delta0.1633Gamma11.75Leverage Ratio-0.1088Theta0.0005Rho5.57Eff Leverage0.0041Vega